@article{sparseindextrackingsimultaneousasset,
  title = {Sparse Index Tracking: Simultaneous Asset Selection and Capital Allocation via $\ell_0$-Constrained Portfolio},
  author = {Eisuke Yamagata and Shunsuke Ono},
  year = {2023},
  eprint = {2309.10152},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2309.10152v3},
}